This paper deals with a qualitative study theoretically based on Cultural Anthropology and in the ethnographic methodology. The investigation had the aim to identify the perception of women living in a slum about the risk of HIV infection. Participant observation and interview were used for data collection. Using the concepts of the Health Belief Model the analysis showed that the women do not feel susceptibility to get HIV from their partners. They change this behavior when they have knowledge that their partner has an other woman. For this reason, they ask them to use condon in the sexual intercourse.